Forecasting with global vector autoregressive models : a Bayesian approach
Year of publication: |
November-Decemberr 2016
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Authors: | Crespo Cuaresma, Jesús ; Feldkircher, Martin ; Huber, Florian |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1371-1391
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Subject: | Global vector autoregressions | forecasting | prior sensitivity analysis | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Welt | World | Kointegration | Cointegration | Sensitivitätsanalyse | Sensitivity analysis | Wirtschaftsprognose | Economic forecast | Modellierung | Scientific modelling |
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